market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
22/11/2024 11.44% 0.08 CHF 0.09 CHF 625,000 325,000 613,828 335,457 50,622 CHF 31,306 CHF 100.00% 100.00%
20/11/2024 10.80% 0.09 CHF 0.10 CHF 575,000 300,000 585,673 309,814 51,335 CHF 30,326 CHF 100.00% 100.00%
19/11/2024 9.38% 0.09 CHF 0.10 CHF 500,000 500,000 497,921 480,407 50,645 CHF 53,904 CHF 99.89% 99.89%
18/11/2024 10.31% 0.09 CHF 0.10 CHF 575,000 300,000 556,800 350,064 51,218 CHF 36,133 CHF 99.88% 99.88%
15/11/2024 12.06% 0.08 CHF 0.09 CHF 600,000 300,000 650,563 334,309 50,699 CHF 29,379 CHF 100.00% 100.00%
14/11/2024 10.47% 0.08 CHF 0.09 CHF 675,000 350,000 560,320 392,808 50,698 CHF 40,488 CHF 99.98% 99.98%
13/11/2024 9.05% 0.11 CHF 0.12 CHF 425,000 425,000 479,209 476,355 50,596 CHF 55,086 CHF 100.00% 100.00%
12/11/2024 10.27% 0.10 CHF 0.11 CHF 500,000 500,000 556,186 347,154 51,390 CHF 35,929 CHF 99.69% 99.69%
11/11/2024 13.17% 0.08 CHF 0.09 CHF 675,000 350,000 713,584 369,292 50,607 CHF 29,884 CHF 99.87% 99.87%
08/11/2024 12.02% 0.08 CHF 0.09 CHF 675,000 350,000 647,557 333,935 50,656 CHF 29,449 CHF 100.00% 100.00%

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